+17.7%
ACI vs FDS
-16.8%
+34.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.6% | -0.3% |
| 7D | -7.1% | -16.0% | +8.9% | -4.4% |
| 30D | -4.5% | -6.7% | +2.2% | -3.5% |
| 3M | -22.3% | +6.0% | -28.2% | -23.1% |
| 6M | -28.4% | +25.1% | -53.5% | -31.4% |
| YTD | -29.5% | -8.1% | -21.4% | -28.6% |
| 1Y | -34.2% | -26.0% | -8.2% | -30.7% |
| 3Y | -45.7% | -36.4% | -9.3% | -41.5% |
| 5Y | -40.8% | -27.7% | -13.0% | -39.6% |
| All | +17.7% | -16.8% | +34.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling